+7.7%
CARR vs RL
+223.8%
-216.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -4.1% | -2.2% | -1.9% | -3.3% |
| 30D | -11.0% | -15.3% | +4.4% | -5.3% |
| 3M | -16.4% | -10.3% | -6.0% | -13.2% |
| 6M | -2.4% | -2.2% | -0.1% | -2.3% |
| YTD | +8.4% | -4.3% | +12.7% | +8.9% |
| 1Y | -8.0% | +8.9% | -16.9% | -12.2% |
| 3Y | +0.6% | +201.4% | -200.8% | -38.4% |
| 5Y | +7.7% | +230.6% | -222.8% | -40.4% |
| All | +7.7% | +223.8% | -216.0% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling